SReachTools

SReachTools: a MATLAB stochastic reachability toolbox. We present SReachTools, an open-source MATLAB toolbox for performing stochastic reachability of linear, potentially time-varying, discrete-time systems that are perturbed by a stochastic disturbance. The toolbox addresses the problem of stochastic reachability of a target tube, which also encompasses the terminal-time hitting reach-avoid and viability problems. The stochastic reachability of a target tube problem maximizes the likelihood that the state of a stochastic system will remain within a collection of time-varying target sets for a give time horizon, while respecting the system dynamics and bounded control authority. SReachTools implements several new algorithms based on convex optimization, computational geometry, and Fourier transforms, to efficiently compute over- and under-approximations of the stochastic reach set. SReachTools can be used to perform probabilistic verification of closed-loop systems and can also perform controller synthesis via open-loop, affine, and state-feedback controllers. The code base is available online at https://github.com/unm-hscl/SReachTools, and it is designed to be extensible and user friendly.